+215.2%
XLY vs EPAM
+74.2%
+141.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.1% | +0.2% |
| 7D | -1.7% | +0.7% | -2.4% | -1.9% |
| 30D | -4.2% | +17.6% | -21.8% | -7.9% |
| 3M | -2.7% | +27.1% | -29.8% | -9.3% |
| 6M | -0.6% | -17.0% | +16.3% | +2.3% |
| YTD | -5.0% | -42.4% | +37.4% | +6.0% |
| 1Y | -4.1% | -25.3% | +21.2% | -0.2% |
| 3Y | +33.6% | -55.7% | +89.3% | +52.6% |
| 5Y | +28.7% | -81.2% | +109.9% | +71.5% |
| All | +215.2% | +74.2% | +141.0% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling